+2,415.2%
CIEN vs XYL
+394.7%
+2,020.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.8% | +10.6% | +9.7% |
| 7D | +8.7% | -5.9% | +14.6% | +12.1% |
| 30D | -26.9% | -7.3% | -19.6% | -26.0% |
| 3M | -23.6% | -22.5% | -1.1% | -14.8% |
| 6M | -49.1% | -14.4% | -34.7% | -46.9% |
| YTD | +26.6% | -29.4% | +56.0% | +46.0% |
| 1Y | +42.7% | -35.6% | +78.3% | +73.8% |
| 3Y | +570.8% | +0.3% | +570.6% | +538.7% |
| 5Y | +386.4% | -22.3% | +408.8% | +418.6% |
| 10Y | +1,261.7% | +103.2% | +1,158.5% | +710.5% |
| All | +2,415.2% | +394.7% | +2,020.5% | +809.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling